Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47356.25 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45961.27 Kr¶

PnL: ---------------------------------------> -927.3 Kr¶

DD now: ---------------------------------> -2.619 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 15:41:04.690477'

Anic Portfolio¶

Today¶

Return: -0.165 %¶

This Week¶

Return: -1.162 %¶

Total¶

Return: 55.032 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 -0.380000 2779.000000 143.000000 5.420000 2636.000010
HMS Networks 2 16.710000 807.200000 134.200000 19.940000 673.000000
SAAB B 8 0.940000 3440.000000 63.000000 1.870000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.610000 394.400000 39.400000 11.100000 355.000000
Boozt 12 1.220000 1688.400000 34.400000 2.080000 1653.999996
Corem Property Group B 59 -1.820000 605.930000 28.930000 5.010000 576.999999
Resurs Holding 22 -0.990000 595.980000 21.980000 3.830000 573.999998
Intrum 4 3.510000 548.800000 21.800000 4.140000 527.000000
AcadeMedia 12 -1.350000 577.680000 20.680000 3.710000 557.000004
OEM International B 7 1.430000 545.300000 17.300000 3.280000 527.999997
Nordea Bank Abp 29 0.050000 3470.720000 16.720000 0.480000 3453.999992
Eastnine 4 0.480000 504.800000 13.800000 2.810000 491.000000
Swedbank A 3 -0.390000 577.500000 13.500000 2.390000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Securitas B 6 0.190000 579.840000 9.840000 1.730000 570.000000
Karnov Group 9 0.670000 544.500000 8.500000 1.590000 536.000004
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
CTEK 13 1.500000 537.030000 3.030000 0.570000 533.999999
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.640000 2.640000 1.070000 246.000000
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Coor Service Management Hold. 8 -0.220000 534.000000 2.000000 0.380000 532.000000
Handelsbanken A 5 0.050000 540.000000 -6.000000 -1.100000 546.000000
Midsona B 63 1.120000 567.630000 -15.370000 -2.640000 582.999984
International Petroleum Corp. 5 1.360000 560.000000 -34.570000 -5.810000 594.565215
Essity B 2 -3.680000 538.600000 -35.400000 -6.170000 574.000000
Vivesto 1368 3.790000 553.770000 -59.230000 -9.660000 612.999432
Essity A 4 -3.400000 1080.000000 -69.000000 -6.010000 1149.000000
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -9.110000 2854.800000 -116.200000 -3.910000 2971.000006
Fasadgruppen Group 35 -0.960000 3598.000000 -213.000000 -5.590000 3810.999990
OX2 18 1.150000 1419.300000 -244.700000 -14.710000 1663.999992
Axfood 13 -3.090000 3465.800000 -290.200000 -7.730000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45961.270000 -927.300000 -2.61905% 46888.564618

Updated:¶

'2023-01-26 15:41:17.470929'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶